-98.7%
AMC vs GSK
+102.9%
-201.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | +5.5% | +5.2% | +0.3% | +5.2% |
| 30D | +16.1% | +10.2% | +5.9% | +15.5% |
| 3M | +43.0% | -0.9% | +43.9% | +43.0% |
| 6M | +130.7% | +3.5% | +127.2% | +129.7% |
| YTD | +121.8% | +7.2% | +114.6% | +121.5% |
| 1Y | +40.7% | +12.0% | +28.6% | +40.2% |
| 3Y | -56.8% | +67.3% | -124.1% | -58.2% |
| 5Y | -99.1% | +45.3% | -144.4% | -99.1% |
| 10Y | -98.7% | +101.8% | -200.4% | -98.7% |
| All | -98.7% | +102.9% | -201.6% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling